IMO, The Kapersky is looking at the JRiver as some kind of malware etc, it captures data from your music library and uses various files (music, pictures, video,... etc) and also searches the Internet for information, tagging, artwork, similar files.
You will notice that you can click on Amazon, Goggle, AMG, and other web sites from the Media Center. Some of those sites keep track of cookies and other info. I would not be worried about it as long as you downloaded your software from reliable source and it showed "NO Viruses" when imported to your system.
I am not an expert in this, but I did sleep at a Holiday Inn a few years back! :>)